Target Price Playground
LLY
$939.47
๐ข
LLY IV: 39.2% โ LOW
(-28.8% vs 30d avg of 55.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1050 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $939.47 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If LLY hits $1050 by Jun 19: the long stock returns +$11,053 (11.8%) on $93,947 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if LLY hits $1050 by Jun 19
+$11,053
+11.8% on $93,947 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$93,947
If stock โ $0
Break-even
$939.47
+0.0% from spot
Prob. of Target Hit
48%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| LLY Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $752 (-20%) | -$18,789 | -$18,789 | -$18,789 |
| $799 (-15%) | -$14,092 | -$14,092 | -$14,092 |
| $846 (-10%) | -$9,395 | -$9,395 | -$9,395 |
| $893 (-5%) | -$4,697 | -$4,697 | -$4,697 |
| $921 (-2%) | -$1,879 | -$1,879 | -$1,879 |
| $939 (0%) โ spot | +$0 | +$0 | +$0 |
| $958 (+2%) | +$1,879 | +$1,879 | +$1,879 |
| $986 (+5%) | +$4,697 | +$4,697 | +$4,697 |
| $1033 (+10%) | +$9,395 | +$9,395 | +$9,395 |
| $1050 (+12%) โ target | +$11,053 | +$11,053 | +$11,053 |
| $1080 (+15%) | +$14,092 | +$14,092 | +$14,092 |
| $1127 (+20%) | +$18,789 | +$18,789 | +$18,789 |
Uses LLY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.